Coulson died in part 1. Who knows how the stakes will be raised in part 2. But for part 3, the stakes should be raised further. Will this be a hero's final appearance, will they sacrifice themselves or be killed outright? I guess we'll see.

I see Downey as Iron Man retiring the role after part 3. In all likelihood, there will be a near-definitive death, but there will probably be some backdoor plot thread like uploading his consciousness into a computer, or Asgardian science possibly preserving the body.